Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-23 0.322329 0.352528 0.385349 0.423855 0.468027 0.517399 0.577158
2025-03-30 0.285345 0.324062 0.368499 0.423826 0.491654 0.573158 0.680166
2025-04-06 0.257636 0.300972 0.352814 0.420441 0.507933 0.619659 0.777201
2025-04-13 0.230527 0.275050 0.330009 0.404339 0.504706 0.639426 0.841283
2025-04-20 0.215856 0.262752 0.322405 0.405979 0.523760 0.690162 0.956119
2025-04-27 0.203106 0.251527 0.314747 0.406127 0.539987 0.738318 1.075610
2025-05-04 0.191953 0.241325 0.307284 0.405330 0.554124 0.784633 1.200958
2025-05-11 0.183324 0.233738 0.302559 0.407626 0.572648 0.839891 1.353362
2025-05-18 0.171299 0.220589 0.288918 0.395261 0.566545 0.853283 1.431103
2025-05-25 0.159838 0.207510 0.274437 0.380272 0.554380 0.854211 1.484116
2025-06-01 0.153890 0.201870 0.270330 0.380851 0.567779 0.902083 1.645682
2025-06-08 0.151415 0.201021 0.273145 0.392450 0.601046 0.991747 1.925964
2025-06-15 0.147090 0.197369 0.271711 0.397423 0.624032 1.067349 2.205077
2025-06-22 0.142235 0.192630 0.268250 0.398638 0.640210 1.132072 2.482397
2025-06-29 0.136985 0.187000 0.263007 0.396305 0.649316 1.183337 2.744394
2025-07-06 0.129560 0.177693 0.251389 0.381943 0.633374 1.175824 2.825131
2025-07-13 0.126057 0.174262 0.249015 0.383748 0.649833 1.246465 3.194380
2025-07-20 0.122505 0.170572 0.245980 0.384067 0.663236 1.312538 3.586469
2025-07-27 0.119015 0.166810 0.242597 0.383445 0.674539 1.375769 4.009190
2025-08-03 0.116273 0.164105 0.240814 0.385639 0.692163 1.459653 4.581859
2025-08-10 0.111273 0.157572 0.232225 0.374244 0.678331 1.454400 4.742975
2025-08-17 0.106121 0.150621 0.222644 0.360386 0.657707 1.426771 4.782358
2025-08-24 0.103740 0.148086 0.220536 0.360938 0.670260 1.498351 5.400463